+423.9%
ZBRA vs LH
+183.3%
+240.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.1% |
| 7D | -3.4% | -4.7% | +1.3% | -1.0% |
| 30D | -7.4% | -3.5% | -3.9% | -5.8% |
| 3M | +57.5% | +17.7% | +39.8% | +44.9% |
| 6M | +64.0% | +15.8% | +48.2% | +51.8% |
| YTD | +44.3% | +25.1% | +19.2% | +27.3% |
| 1Y | +10.9% | +12.5% | -1.6% | +3.4% |
| 3Y | +37.5% | +59.8% | -22.2% | +5.4% |
| 5Y | -39.7% | +27.1% | -66.7% | -48.6% |
| All | +423.9% | +183.3% | +240.6% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling